+86.1%
FICO vs M
-6.1%
+92.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.8% |
| 7D | -0.3% | -2.1% | +1.9% | 0.0% |
| 30D | +1.7% | +7.7% | -6.0% | +0.5% |
| 3M | -35.2% | -4.4% | -30.8% | -34.9% |
| 6M | -33.7% | +27.5% | -61.2% | -36.7% |
| YTD | -58.2% | +12.8% | -70.9% | -59.4% |
| 1Y | -56.6% | +20.7% | -77.3% | -58.4% |
| 3Y | -24.0% | +111.3% | -135.3% | -37.0% |
| 5Y | +86.1% | -6.3% | +92.4% | +65.8% |
| All | +86.1% | -6.1% | +92.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling